-22.9%
SHAK vs VCLT
-3.2%
-19.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +2.7% |
| 7D | +8.3% | +0.4% | +7.9% | +7.8% |
| 30D | +16.7% | +3.9% | +12.8% | +11.7% |
| 3M | +10.0% | -1.9% | +11.9% | +12.7% |
| 6M | -23.8% | -2.6% | -21.2% | -20.8% |
| YTD | -10.3% | -3.1% | -7.2% | -6.7% |
| 1Y | -22.9% | -3.6% | -19.3% | -20.2% |
| All | -22.9% | -3.2% | -19.6% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling